Anic Equity¶

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Total return since start: 0.575 %¶

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Equity now: -----------------------------> 48097.35 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46702.47 Kr¶

PnL: ---------------------------------------> -186.1 Kr¶

DD now: ---------------------------------> -1.095 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 16:10:06.342990'

Anic Portfolio¶

Today¶

Return: 1.186 %¶

This Week¶

Return: 1.186 %¶

Total¶

Return: 57.458 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 3.260000 2884.000000 248.000000 9.410000 2636.000010
Beijer Electronics Group 26 1.160000 3172.000000 201.000000 6.770000 2971.000006
Corem Property Group B 59 6.790000 686.760000 109.760000 19.020000 576.999999
Samhällsbyggnadsbo. i Norden B 20 7.010000 454.800000 99.800000 28.110000 355.000000
HMS Networks 2 1.630000 723.600000 50.600000 7.520000 673.000000
FM Mattsson Mora Group B 50 0.680000 2970.000000 43.000000 1.470000 2927.000000
Boozt 12 1.360000 1693.200000 39.200000 2.370000 1653.999996
Samhällsbyggnadsbo. i Norden D 12 5.370000 273.120000 27.120000 11.020000 246.000000
Midsona B 63 2.660000 607.950000 24.950000 4.280000 582.999984
MedCap 2 4.720000 444.000000 23.000000 5.460000 421.000000
Nordea Bank Abp 29 0.720000 3474.200000 20.200000 0.580000 3453.999992
Fastighetsbolag. Emilshus Pref 21 3.550000 581.700000 19.700000 3.510000 562.000005
OEM International B 7 1.960000 547.400000 19.400000 3.670000 527.999997
Intrum 4 2.400000 545.200000 18.200000 3.450000 527.000000
CTEK 13 6.200000 550.030000 16.030000 3.000000 533.999999
Coor Service Management Hold. 8 0.220000 547.200000 15.200000 2.860000 532.000000
Eastnine 4 0.000000 505.600000 14.600000 2.970000 491.000000
Karnov Group 9 -0.490000 549.000000 13.000000 2.430000 536.000004
Norva24 Group 16 0.290000 554.880000 11.880000 2.190000 543.000000
Resurs Holding 22 0.110000 585.640000 11.640000 2.030000 573.999998
Essity A 4 0.000000 1158.000000 9.000000 0.780000 1149.000000
AcadeMedia 12 0.560000 564.480000 7.480000 1.340000 557.000004
Essity B 2 0.560000 579.600000 5.600000 0.980000 574.000000
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Handelsbanken A 5 0.350000 547.650000 1.650000 0.300000 546.000000
Swedbank A 3 0.530000 564.000000 0.000000 0.000000 564.000000
Securitas B 6 0.790000 568.080000 -1.920000 -0.340000 570.000000
SAAB B 8 1.730000 3339.200000 -37.800000 -1.120000 3377.000000
International Petroleum Corp. 5 3.270000 537.500000 -57.070000 -9.600000 594.565215
Sampo Oyj SDB 7 0.650000 3787.000000 -63.000000 -1.640000 3850.000000
Vivesto 1368 2.510000 546.930000 -66.070000 -10.780000 612.999432
OX2 18 -1.700000 1508.400000 -155.600000 -9.350000 1663.999992
Axfood 13 0.440000 3571.100000 -184.900000 -4.920000 3756.000001
Ovzon 52 2.260000 3062.800000 -299.200000 -8.900000 3361.999992
Fasadgruppen Group 35 -0.200000 3458.000000 -353.000000 -9.260000 3810.999990
TOTAL 46722.020000 -166.550000 -1.05489% 46888.564618

Updated:¶

'2023-01-16 16:08:59.722067'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶